Songbird is a new open-source music player that has this week landed at 1.0. Songbird is described as a "web player"- a music player for this modern, connected era. It blends the web-rendering core of Firefox (Gecko), with the media capabilities of GStreamer- a cross-platform, open-source media playback engine.

The option is in iTunes preferences under advanced, and is called "Copy files to iTunes Music folder when adding to library" Interestingly enough, the defaults for this option are different between Windows and Mac--Mac's default is to have this option enabled, while on Windows it's the opposite. You can also disable the automatic organizing of your music files--again, Mac's default is enabled while the opposite holds true for Windows. Perhaps they could have made these options a bit more obvious, but they are there and aren't hidden. Personally, I leave this on, but that's because I'm a very disorganized person when it comes to files, I tend to throw music randomly into whatever folder I'm downloading to and think that I'll deal with it later... everyone can guess the rest I'm sure, I never end up dealing with it. So iTunes, in my case, is a life saver for sure.
That being said, iTunes isn't exactly the best player for ogg files. You can download the QT plugin and enable it, and they play fine, but a lot of the metadata doesn't seem to work, but I could just be doing something wrong. Usually for oggs I end up using VLC, and you might want to consider that if you don't want a music manager but just want a player for your audio and video files. Plus, it plays just about everything out there with the exception, obviously, of any protected content.